TVaR_lnorm: Tail Value-at-Risk d'une loi lognormale
In gabrielcrepeault/tvarPackage: Calculate Mean, Variance, Truncated Mean, VaR, TVaR, etc for different probability distributions
Description
Tail Value-at-Risk d'une loi lognormale
Usage
1
TVaR_lnorm(kappa, mu, sig)
Arguments
kappa
pourcentage de confiance désiré
mu
mu
sig
sigma
gabrielcrepeault/tvarPackage documentation built on April 21, 2020, 3:25 p.m.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Description
Tail Value-at-Risk d'une loi lognormale
Usage
1 | TVaR_lnorm(kappa, mu, sig)
|
Arguments
kappa |
pourcentage de confiance désiré |
mu |
mu |
sig |
sigma |
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
Embedding an R snippet on your website
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.